Description Usage Arguments Examples
Makes a randPort object Generates random portfolios for the evaluation of portfolio management
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data |
A dataframe containing data about the universe of stocks |
match.var |
Variables to match on |
weight.var |
Weights for the stocks |
ret.var |
The return variable |
exposures |
A numeric vector of exposures to the matched factors the the output portfolio should have, in the order they are given in match.var |
replace |
FALSE if names in the original portfolio should not be in the new one |
n |
Number of generated portfolios |
verbose |
Set to TRUE to give verbose output |
... |
arguments to be passed to kmatching MCMC algorithms |
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